Cannot confirm, I had no problems while using a user name of "犬夜叉", civ had no problems starting (after changing to windowed mode, it started in a windows (running with codepage for non-unicode apps set to Japanese).
But Civ4
does have problems with characters not representable with the current codepage in the user name.
When I created a user with the name "你好吗" (I know, not very creative, but I don't know much chinese

Civ4 came up with several error messages "Could not write to diplomatic cache" etc and after starting a game "could not save game to "C:\Documents and Settings\<somegarbage>\My documents\My Games\(etc)". Manually saving a game in the my documents folder didn't work either.
Naturally, civ4 didn't remember any options (and there weren't any directories or files created neither in application data nor in my documents\my games).
Another interesting thing, when i used a username of "Inüyasha" (while ("Inuyasha" is my normal login) Civ4 didnt even start up.
Most probably the path was converted from unicode to sjis, and in ascii there is no "ü", so the next maching replacement is a "u".
So Civ4 tried to access C:\Documents and Setting\Inuyasha" which belongs to a different user and Civ had naturally no rights to access anything.
Till this date I have yet to see one game which
is able to use unicode paths (perhaps the newer microsoft games can, but I haven't bought one for several years).
happy holidays,
Inuyasha
OT:
IMO Microsoft should have made being fully unicode-compliant (at least on filename basis) mandatory for applications getting the "Designed for XP"-logo (and should make it for "Designed for Vista", but most probably we will still get applications like Acrobat Reader 7, which refuses to run under anything 9x, but still is ignorant about unicode paths).
Totally OT:
阿里巴巴 said:
万里长城永不倒
Does this mean somthing along the line "ten thousand li long fortress, eternally unbeaten"? Just guessing from my japanese.